Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47882.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46487.64 Kr¶

PnL: ---------------------------------------> -400.93 Kr¶

DD now: ---------------------------------> -1.537 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:25:37.837124'

Anic Portfolio¶

Today¶

Return: -0.063 %¶

This Week¶

Return: -0.063 %¶

Total¶

Return: 56.755 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
AcadeMedia 12 0.730000 597.600000 40.600000 7.290000 557.000004
Corem Property Group B 59 0.380000 615.960000 38.960000 6.750000 576.999999
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.840000 391.400000 36.400000 10.250000 355.000000
Boozt 12 0.210000 1689.600000 35.600000 2.150000 1653.999996
HMS Networks 2 2.860000 704.400000 31.400000 4.670000 673.000000
Resurs Holding 22 -0.480000 598.180000 24.180000 4.210000 573.999998
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Intrum 4 1.720000 545.200000 18.200000 3.450000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.790000 544.800000 12.800000 2.410000 532.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 1.840000 539.760000 5.760000 1.080000 533.999999
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.130000 566.550000 2.550000 0.450000 564.000000
Securitas B 6 1.340000 571.560000 1.560000 0.270000 570.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.690000 245.040000 -0.960000 -0.390000 246.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity B 2 -1.840000 566.800000 -7.200000 -1.250000 574.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Nordea Bank Abp 29 -0.170000 3442.880000 -11.120000 -0.320000 3453.999992
Essity A 4 -1.390000 1134.000000 -15.000000 -1.310000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 2.920000 564.000000 -30.570000 -5.140000 594.565215
Vivesto 1368 -2.800000 540.910000 -72.090000 -11.760000 612.999432
Axfood 13 0.210000 3668.600000 -87.400000 -2.330000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46486.380000 -402.190000 -1.5393% 46888.564618

Updated:¶

'2023-01-23 13:25:19.048068'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶